Professional Documents
Culture Documents
Web Appendix A.3: A.3 Solutions To Differential Equations
Web Appendix A.3: A.3 Solutions To Differential Equations
Web Appendix A.3: A.3 Solutions To Differential Equations
dy
+ f (t ) y = g (t ) (WA.3.A.1)
dt
e∫ + e ∫ y = e ∫ g (t )
f ( y ) dt dy fdt fdt
dt
Collect term
⎛ ye ∫ fdt ⎞
⎟ = e ∫ g (t )
fdt
d⎜
⎜⎝ dt ⎟⎠
ye ∫ = ∫ g (t ) e ∫
fdt fdt
dt + K1
and divide by e ∫
fdt
y = e ∫ ∫ g ( t ) e ∫ dt + K1e ∫
− fdt fdt − fdt
(WA.3.A.2)
1
Fogler_AppA.3_Web.fm Page 2 Thursday, December 17, 2015 6:03 PM
dy
+ k2 y = k1e− k1t
dt
dyek2 t
= ek2 t k1e− k1t = k1e( k2 − k1 )t
dt
k1
ek2 t y = k1 ∫ e( k2 − k1 )t dt = e( k2 − k1 )t + K1
k2 − k1
k1
y= e− k1t + K1e− k2 t
k2 − k1
t=0 y=0
k1
y= ⎡ e− k1t − e− k2t ⎤⎦
k2 − k1 ⎣
dx Or in Matrix Notation
(1) = ax + by t=0 x = x0
dt
⎡ dx ⎤
⎢ dt ⎥ ⎡ a b ⎤ ⎡ x ⎤
dy ⎢ ⎥=⎢ ⎥⎢ ⎥
(2) = cx + dy t=0 y = y0 ⎢ dy ⎥ ⎣ c d ⎦ ⎣ y ⎦
dt ⎢⎣ dt ⎥⎦
The solution to these coupled equations is
where
x0 = A + B
and
y0 = K1 + K 2
dx ⎞
⎟ = −αA − βB = ax0 + by0
dt ⎠ t = 0
dy ⎞
⎟ = −αK1 − βK 2 = cx0 + dy0
dt ⎠ t = 0
We have four equations and four unknowns (The arbitrary constants of inte-
gration A, B, K1 and K2) so we can eliminate these arbitrary constants of
integration.
If y0 = 0 then the solution takes the form
⎡ ( a + α ) e−βt − ( a + β ) e−αt ⎤
x = x0 ⎢ ⎥
⎣ α−β ⎦